+184.9%
KO vs XYZ
+606.0%
-421.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | -1.1% | -5.2% | +4.1% | -0.8% |
| 30D | +1.6% | 0.0% | +1.6% | +1.5% |
| 3M | +5.8% | +18.7% | -12.9% | +4.7% |
| 6M | +14.3% | +20.5% | -6.2% | +12.9% |
| YTD | +27.3% | +21.5% | +5.8% | +25.4% |
| 1Y | +33.2% | +7.2% | +26.0% | +31.9% |
| 3Y | +64.5% | +49.0% | +15.5% | +56.3% |
| 5Y | +83.1% | -68.1% | +151.2% | +87.8% |
| 10Y | +183.9% | +601.6% | -417.7% | +126.2% |
| All | +184.9% | +606.0% | -421.1% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XYZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling